Search results
Results from the WOW.Com Content Network
Nocedal is well-known for his research in nonlinear optimization, particularly for his work on L-BFGS [4] [5] and his textbook Numerical Optimization. [6] In 2001, Nocedal co-founded Ziena Optimization Inc. and co-developed the KNITRO software package. [7] Nocedal was a chief scientist at Ziena Optimization Inc. from 2002 to 2012 before the ...
For example, in solving the linear programming problem, the active set gives the hyperplanes that intersect at the solution point. In quadratic programming , as the solution is not necessarily on one of the edges of the bounding polygon, an estimation of the active set gives us a subset of inequalities to watch while searching the solution ...
Such a formulation is called an optimization problem or a mathematical programming problem (a term not directly related to computer programming, but still in use for example in linear programming – see History below). Many real-world and theoretical problems may be modeled in this general framework.
Nocedal, Jorge and Wright, Stephen J. (1999). Numerical Optimization. Springer. ISBN 0-387-98793-2. Jan Brinkhuis and Vladimir Tikhomirov, Optimization: Insights and Applications, 2005, Princeton University Press
Augmented Lagrangian methods are a certain class of algorithms for solving constrained optimization problems. They have similarities to penalty methods in that they replace a constrained optimization problem by a series of unconstrained problems and add a penalty term to the objective, but the augmented Lagrangian method adds yet another term designed to mimic a Lagrange multiplier.
Sequential quadratic programming (SQP) is an iterative method for constrained nonlinear optimization which may be considered a quasi-Newton method.SQP methods are used on mathematical problems for which the objective function and the constraints are twice continuously differentiable, but not necessarily convex.
Quadratic programming in MATLAB requires the Optimization Toolbox in addition to the base MATLAB product Mathematica: A general-purpose programming-language for mathematics, including symbolic and numerical capabilities. MOSEK: A solver for large scale optimization with API for several languages (C++, Java, .Net, Matlab and Python). NAG ...
One class of examples is the staggered geometric progressions that get closer to their limits only every other step or every several steps, for instance the example () =,, /, /, /, /, …, / ⌊ ⌋, … detailed below (where ⌊ ⌋ is the floor function applied to ). The defining Q-linear convergence limits do not exist for this sequence ...